精算思想的演进与精算理论发展综述

精算是保险发展的基础,是保险经营的技术支持。精算在国外有四百年的发展历史,引入中国只有二十年。要使精算技术在中国得到发展创新并为社会需要服务,必须了解精算思想产生的历史背景,厘清精算理论发展的脉络,真正把握精算思想的实质。基于此,介绍了精算各发展时期的主要代表人物及其学术思想,阐述精算技术对各时期保险发展的影响,同时对精算学与复利理论、数学、统计学、计算技术、金融经济学交叉融合的历史过程进行了分析述评。     

More Powerful Tests from Confidence Interval p Values

In this article the problem of comparing two independent binomial populations is considered. It is shown that the test based on the confidence interval p value of Berger and Boos often is uniformly more powerful than the standard unconditional test. This test also requires less computational time.     

Measure of departure from conditional marginal homogeneity for square contingency tables with ordered categories

For the analysis of square contingency tables with ordered categories, Tomizawa et al. (S. Tomizawa, N. Miyamoto, and N. Ashihara, Measure of departure from marginal homogeneity for square contingency tables having ordered categories, Behaviormetrika 30 (2003), pp. 173–193.) and Tahata et al. (K. Tahata, T. Iwashita, and S. Tomizawa, Measure of departure from symmetry of cumulative marginal probabilities for square contingency tables with ordered categories, SUT J. Math., 42 (2006), pp. 7–29.) considered the measures which represent the degree of departure from the marginal homogeneity (MH) model. The present paper proposes a measure that represents the degree of departure from the conditional MH, given that an observation will fall in one of the off-diagonal cells of the table. The measure proposed is expressed by using the Cressie–Read power-divergence or the Patil–Taillie diversity index, which is applied for the conditional cumulative marginal probabilities given that an observation will fall in one of the off-diagonal cells of the table. When the MH model does not hold, the measure is useful for seeing how far the conditional cumulative marginal probabilities are from those with an MH structure and for comparing the degree of departure from MH in several tables. Examples are given.     

Comparison of Ordinary and Penalized Power-Divergence Test Statistics for Small and Moderate Samples in Three-Way Contingency Tables via Simulation

In this article, size and power properties of the ordinary and penalized power-divergence test statistics have been compared to test a nested sequence of log-linear models for various penalization and λ values. 2 × 2 × 2 contingency tables distributed according to a multinomial distribution are considered. The simulation study results reveal that the penalized power-divergence test statistics with penalization value of one and λ = ?1.5, ?2 are the best choices for small and moderate samples, respectively.     

基于FLOTRAN的燕尾形导轨气浮平台结构设计

闭式燕尾形导轨是常见的静压气浮导轨结构形式之一,其燕尾角度将直接影响导轨的承载能力,为保证设计的燕尾形导轨能满足工作要求,本文通过建立燕尾夹角在55°~70°范围变化的气膜有限元模型,以承载力和刚度作为主要性能指标,对导轨承载能力进行分析.通过分析发现:导轨垂直方向总承载力随着燕尾夹角θ的增大而增大.研究结果表明燕尾夹角θ=66°时,单边导轨垂直方向的承载力为87.26N,刚度为33.69N/μm,能较好地满足承载和工作要求.     

Reducing the Risk of Injury from Table Saw Use: The Potential Benefits and Costs of Automatic Protection

The use of table saws in the United States is associated with approximately 28,000 emergency department (ED) visits and 2,000 cases of finger amputation per year. This article provides a quantitative estimate of the economic benefits of automatic protection systems that could be designed into new table saw products. Benefits are defined as reduced health‐care costs, enhanced production at work, and diminished pain and suffering. The present value of the benefits of automatic protection over the life of the table saw are interpreted as the switch‐point cost value, the maximum investment in automatic protection that can be justified by benefit‐cost comparison. Using two alternative methods for monetizing pain and suffering, the study finds switch‐point cost values of $753 and $561 per saw. These point estimates are sensitive to the values of inputs, especially the average cost of injury. The various switch‐point cost values are substantially higher than rough estimates of the incremental cost of automatic protection systems. Uncertainties and future research needs are discussed.     

A novel approach based on multiple correspondence analysis for monitoring social networks with categorical attributed data

In in most cases, the distribution of communications is unknown and one may summarize social network communications with categorical attributes in a contingency table. Due to the categorical nature of the data and a large number of features, there are many parameters to be considered and estimated in the model. Hence, the accuracy of estimators decreases. To overcome the problem of high dimensionality and unknown communications distribution, multiple correspondence analysis is used to reduce the number of parameters. Then the rescaled data are studied in a Dirichlet model in which the parameters should be estimated. Moreover, two control charts, Hotelling’s T² and multivariate exponentially weighted moving average (MEWMA), are developed to monitor the parameters of the Dirichlet distribution. The performance of the proposed method is evaluated through simulation studies in terms of average run length criterion. Finally, the proposed method is applied to a real case.     

土地细碎化影响农户家庭投资农机作业社会化服务的调查分析——以11省280户农机户为例

基于我国土地高度细碎与农机化进程迅猛推进并存的矛盾表现,本文利用11省的农机户微观调查数据分析了土地细碎化对农户家庭投资农机作业社会化服务的影响.研究发现:土地细碎化严重制约了农户家庭提供农机作业社会化服务的能力,而改善农机作业的便利性条件能够在一定程度上抵消土地细碎化对农机作业社会化服务产生的不利影响.在经营权属于不同农户的地块上实现作物种植结构和种植技术的趋同可以在不改变家庭土地细碎化现状的条件下扩大作业地块面积,有助于地决相邻农户共享规模经济,提高农机作业的便利性程度,从而鼓励农机户对农机作业社会化服务的投资.本文认为以增加作业地块面积为促进土地规模经营的着眼点,鼓励地块相邻农户的共同生产更有利于提高农户获取地块规模经济的可得性并促进其对农机作业社会化服务的投资.